BRMKX vs. DNLDX
BRMKX (iShares Russell Mid-Cap Index Fund) and DNLDX (BNY Mellon Active MidCap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, BRMKX returned 12.12%/yr vs 10.65%/yr for DNLDX. With a 0.97 correlation, they move nearly in lockstep. BRMKX charges 0.06%/yr vs 1.00%/yr for DNLDX.
Performance
BRMKX vs. DNLDX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BRMKX having a 14.11% return and DNLDX slightly lower at 13.68%. Over the past 10 years, BRMKX has outperformed DNLDX with an annualized return of 12.12%, while DNLDX has yielded a comparatively lower 10.65% annualized return.
BRMKX
- 1D
- 0.51%
- 1M
- 3.34%
- YTD
- 14.11%
- 6M
- 12.58%
- 1Y
- 22.60%
- 3Y*
- 17.54%
- 5Y*
- 8.49%
- 10Y*
- 12.12%
DNLDX
- 1D
- 0.69%
- 1M
- 3.99%
- YTD
- 13.68%
- 6M
- 12.10%
- 1Y
- 22.83%
- 3Y*
- 19.40%
- 5Y*
- 10.82%
- 10Y*
- 10.65%
BRMKX vs. DNLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 14.11% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
DNLDX BNY Mellon Active MidCap Fund | 13.68% | 9.79% | 22.27% | 16.99% | -14.34% | 26.49% | 9.29% | 16.82% | -14.46% | 16.64% |
Correlation
The correlation between BRMKX and DNLDX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.97 |
The correlation between BRMKX and DNLDX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
BRMKX vs. DNLDX — Risk / Return Rank
BRMKX
DNLDX
BRMKX vs. DNLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and BNY Mellon Active MidCap Fund (DNLDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRMKX | DNLDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 3.30 | -0.40 |
| Martin ratioReturn relative to average drawdown | 11.11 | 12.34 | -1.23 |
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Drawdowns
BRMKX vs. DNLDX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum DNLDX drawdown of -63.69%. Use the drawdown chart below to compare losses from any high point for BRMKX and DNLDX.
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Drawdown Indicators
| BRMKX | DNLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -63.69% | +23.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -7.29% | -0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -20.42% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -23.42% | -2.62% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -42.23% | +2.03% |
Current DrawdownCurrent decline from peak | -0.23% | 0.00% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -9.62% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.95% | +0.18% |
Volatility
BRMKX vs. DNLDX - Volatility Comparison
iShares Russell Mid-Cap Index Fund (BRMKX) and BNY Mellon Active MidCap Fund (DNLDX) have volatilities of 4.44% and 4.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | DNLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 4.43% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 10.15% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.86% | 13.54% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.30% | 18.54% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 19.55% | -0.20% |
BRMKX vs. DNLDX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than DNLDX's 1.00% expense ratio.
Dividends
BRMKX vs. DNLDX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.22%, less than DNLDX's 13.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.22% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
DNLDX BNY Mellon Active MidCap Fund | 13.22% | 14.15% | 15.24% | 1.69% | 8.82% | 17.74% | 2.77% | 2.65% | 11.14% | 11.32% | 1.00% | 3.12% |
Frequently Asked Questions
With a correlation of 0.98, BRMKX and DNLDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BRMKX has higher volatility (4.44%) compared to DNLDX (4.43%). In terms of maximum drawdown, BRMKX dropped -40.20% vs DNLDX's -63.69%.
DNLDX currently has the higher Sharpe Ratio (1.78 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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